+4,612.5%
AMAT vs PSLV
+117.0%
+4,495.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -14.8% | +7.3% | -22.1% | -16.0% |
| 3M | -9.3% | -7.4% | -1.8% | -8.1% |
| 6M | +27.4% | -20.3% | +47.7% | +32.1% |
| YTD | +77.6% | -8.2% | +85.8% | +76.5% |
| 1Y | +188.9% | +57.9% | +131.0% | +159.4% |
| 3Y | +202.3% | +162.1% | +40.2% | +148.0% |
| 5Y | +248.9% | +151.2% | +97.7% | +185.0% |
| 10Y | +1,585.2% | +191.7% | +1,393.5% | +1,212.5% |
| All | +4,612.5% | +117.0% | +4,495.5% | +3,752.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling